ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 17-Apr-2012

Day Change Summary
	Previous	Current
	16-Apr-2012	17-Apr-2012	Change	Change %	Previous Week
Open	80.085	79.775	-0.310	-0.4%	80.050
High	80.345	79.940	-0.405	-0.5%	80.320
Low	79.670	79.560	-0.110	-0.1%	79.365
Close	79.732	79.627	-0.105	-0.1%	80.055
Range	0.675	0.380	-0.295	-43.7%	0.955
ATR	0.567	0.554	-0.013	-2.4%	0.000
Volume	25,314	15,480	-9,834	-38.8%	101,245

Daily Pivots for day following 17-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.849	80.618	79.836
R3	80.469	80.238	79.732
R2	80.089	80.089	79.697
R1	79.858	79.858	79.662	79.784
PP	79.709	79.709	79.709	79.672
S1	79.478	79.478	79.592	79.404
S2	79.329	79.329	79.557
S3	78.949	79.098	79.523
S4	78.569	78.718	79.418

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.778	82.372	80.580
R3	81.823	81.417	80.318
R2	80.868	80.868	80.230
R1	80.462	80.462	80.143	80.665
PP	79.913	79.913	79.913	80.015
S1	79.507	79.507	79.967	79.710
S2	78.958	78.958	79.880
S3	78.003	78.552	79.792
S4	77.048	77.597	79.530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.345	79.365	0.980	1.2%	0.543	0.7%	27%	False	False	20,870
10	80.365	78.795	1.570	2.0%	0.566	0.7%	53%	False	False	21,794
20	80.365	78.795	1.570	2.0%	0.536	0.7%	53%	False	False	21,238
40	81.160	78.420	2.740	3.4%	0.559	0.7%	44%	False	False	15,151
60	81.160	78.420	2.740	3.4%	0.460	0.6%	44%	False	False	10,115
80	82.286	78.420	3.866	4.9%	0.378	0.5%	31%	False	False	7,588

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.120
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	81.555
2.618	80.935
1.618	80.555
1.000	80.320
0.618	80.175
HIGH	79.940
0.618	79.795
0.500	79.750
0.382	79.705
LOW	79.560
0.618	79.325
1.000	79.180
1.618	78.945
2.618	78.565
4.250	77.945

Fisher Pivots for day following 17-Apr-2012
Pivot	1 day	3 day
R1	79.750	79.898
PP	79.709	79.807
S1	79.668	79.717

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These figures are updated between 7pm and 10pm EST after a trading day.

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